Calculators
Every tool in the atlas, in one place. Each runs entirely in your browser — nothing is sent or stored anywhere — and each link jumps straight to the tool on its page.
Every tool is marked by how much it assumes. Use the filter to see only what fits where you are.
- Easy everyday arithmetic, nothing assumed
- Medium uses a concept explained on the page it sits on
- Hard assumes the market convention or the model behind it
Away from a screen? Every asset class also has a printable crib sheet — the whole shelf, what moves it and which failure mode decides, on one page.
Options & equity derivatives
- Reach for this first
- Black–Scholes pricerMedium — price a call and put, see all the Greeks.
- Implied volatility solverMedium — recover the vol a market price contains.
- Knock-out certificateMedium — leverage, barrier distance, P&L per 1% move.
- Straddle breakeven / implied moveMedium — what an event is priced to deliver.
- Volatility converterMedium — annual ↔ daily, expected move over any horizon.
- Probability of expiring in the moneyMedium — N(d₂) versus delta.
- Going deeper
- Discount certificate profileMedium — discount, cap, sideways return, buffer.
- Garman–Kohlhagen FX option pricerMedium — Black–Scholes with two interest rates.
- Put-call parity checkMedium — the model-free relationship, tested.
- Index future fair value & basisMedium — carry, dividends, rich or cheap.
- Gamma scalping P&LMedium — convexity against decay, and the breakeven move.
- Probability of hitting a barrierMedium — touching is twice as likely as finishing beyond.
- Option elasticityMedium — the leverage an option really gives you, which is not its delta.
- Specialised
- Binomial tree — American vs. EuropeanHard — what the right to exercise early is actually worth.
- The averaging discountHard — what “average of the final twelve closes” costs you.
- The worst-of termHard — why a second underlying nearly doubles the breach probability.
Bonds & rates
- Reach for this first
- Accrued interest & dirty priceEasy — what you actually pay.
- Real return after inflationEasy — Fisher's equation, exactly.
- Cash-flow NPV & IRR solverEasy — six cash flows, hurdle rate, verdict.
- Loan & mortgage amortisationEasy — payment, total interest, the first-payment split.
- Bond ladder plannerEasy — rungs, average yield, annual income.
- Bond price, duration & convexityMedium — the full price–yield toolkit.
- Yield-to-maturity solverMedium — from price to yield by bisection.
- Swap MTM & DV01Medium — annuity, DV01, payer/receiver value.
- Going deeper
- Tax-equivalent yieldEasy — comparing tax-exempt and taxable bonds.
- Implied forward rateMedium — the rate hidden between two curve points.
- FRA settlementMedium — lock a future rate, settle the difference.
- Carry & roll-downMedium — what a position earns if the curve stands still.
- Breakeven inflationMedium — nominal vs. linker, and whose view wins.
- Where a bond’s value sitsMedium — coupons against principal, off a zero curve.
- Specialised
- Bootstrap zero rates from par yieldsHard — where discount factors actually come from.
- Bullet vs. barbell at equal durationHard — convexity bought, curve risk taken on.
- Bond future invoice price & net basisHard — carry, financing and the cheapest to deliver.
- Swaption pricerHard — the option on a swap, priced on the forward rate and its annuity.
Credit
- Reach for this first
- CDS spread → default probabilityMedium — the credit triangle.
- Going deeper
- Spread-duration P&LMedium — the credit trader's mental arithmetic.
- Tranche loss calculatorMedium — where a portfolio loss lands in the stack.
- Expected loss & breakeven spreadMedium — default probability times the loss when it happens.
- Altman Z-scoreMedium — the 1968 distress screen, still in use.
- Downgrade risk against default riskMedium — most credit loss is the first, not the second.
- Specialised
- Distance to a CoCo triggerMedium — the headroom, and why the trigger is rarely what fires.
- CDS–bond basisHard — the classic relative-value gap.
- Z-spread, I-spread & G-spreadHard — one bond, three spread measures.
FX & money markets
- Reach for this first
- T-bill yieldsEasy — discount rate, bond-equivalent, effective.
- Nominal → effective yield (APY)Easy — what compounding frequency is worth.
- Leverage break-evenEasy — the return the borrowing has to clear first.
- Cross rate & triangular arbitrageEasy — the consistency check between three quotes.
- Covered interest parity / forward pointsMedium — the no-arbitrage forward.
- Position sizing from riskMedium — size follows risk, never the reverse.
- Margin-call simulatorMedium — the distance to the call and to the wipeout.
- Going deeper
- Netting efficiencyEasy — how much of the gross never has to move.
- Carry trade arithmeticMedium — differential, leverage, breakeven.
- Repo haircut → leverageMedium — the system's leverage dial.
- Currency-hedged yieldMedium — what a foreign bond really pays after hedging.
- Specialised
- Settlement-window exposureMedium — what a day of the cycle is worth.
Commodities & energy
- Reach for this first
- Cost of carry & roll yieldMedium — fair futures value, contango reading.
- Going deeper
- 3-2-1 crack spreadMedium — the refinery margin as a number.
- Cash-and-carry vs. full carryMedium — what sets the shape of a commodity curve.
- Specialised
- Fuel switching & the carbon priceHard — where gas undercuts coal.
- Degree-day contract settlementHard — how a weather derivative pays out.
Funds, equity & alternatives
- Reach for this first
- Compound growth & savings planEasy — the most consequential calculator here.
- Valuation quick checkEasy — P/E, PEG, implied return vs. the bond.
- MOIC & IRREasy — private-fund return arithmetic.
- Two-asset portfolio volatilityEasy — the diversification benefit, live.
- Drawdown & recovery mathEasy — what a loss actually costs to undo.
- Lump sum vs. spreading it inEasy — the arithmetic and the honest caveat.
- Sharpe & Sortino ratioEasy — return per unit of risk taken.
- Kelly criterionEasy — the growth-optimal stake, and why to bet less.
- Rebalancing trigger & trade sizeEasy — bands, drift and the trade nobody wants to make.
- How long a pot lastsEasy — withdrawal rate against real return.
- Turning a pot into an incomeEasy — the sustainable draw, and how much one point of return moves it.
- Renting against buyingEasy — the unrecoverable cost of each, per year.
- Going deeper
- Dividend discount modelEasy — Gordon growth, on one screen.
- Fee drag over timeMedium — what 2-and-20 compounds into.
- PE fund waterfallMedium — gross to LP-net, past fees, pref and carry.
- Hedge ratio & residual riskMedium — how many contracts, and what stays behind.
- Exit cost & days to unwindMedium — what leaving a position actually costs.
- Rental yield, cap rate & cash-on-cashMedium — where leverage stops helping.
- Closed-end fund discount & re-ratingMedium — what closing the gap is actually worth.
- ETF premium against the arbitrage bandMedium — when a discount is real and when it is stale marks.
Risk measurement
- Reach for this first
- How many holdings is enoughEasy — the diversification curve and the floor it cannot pass.
- Value at Risk & expected shortfallMedium — the threshold, the tail behind it, and the health warning.
- Five-sleeve allocation builderMedium — return, risk, real return, a shock scenario and which sleeve drives it.
- Three-asset portfolio riskMedium — where risk shares stop matching weight shares.
- Scenario stress testMedium — equities, rates and spreads shocked together.
- Going deeper
- Beta hedge ratioMedium — how many index futures neutralise a stock book.
- Tracking error & information ratioMedium — and how many years proof actually takes.
Valuation & cost of capital
- Reach for this first
- CAPM cost of equityMedium — risk-free plus beta times the premium.
- WACC & the tax shieldMedium — the hurdle every project must clear.
- Enterprise value bridge & multiplesMedium — EV/EBITDA, leverage, and what P/E hides.
- Discounted cash flow with a terminal valueMedium — and how much of the answer that one assumption is.
- Going deeper
- Reverse DCFMedium — what growth the current price already assumes.
Costs
- Reach for this first
- Total cost of ownershipEasy — charges, tracking drag and both spreads, compounded.
- Spread & commission cost of tradingEasy — the hurdle turnover creates.
- Withholding and dividend tax dragEasy — the cost that never appears as a fee.
- Tracking difference, decomposedMedium — the only cost measure that catches everything.
Corporate actions
- Reach for this first
- Buyback vs. dividendEasy — the mechanical EPS uplift, and what it does not prove.
- Going deeper
- Rights issue TERP & the value of a rightMedium — why the ex-date drop is arithmetic.
- M&A EPS accretion / dilutionMedium — a financing statement dressed as a valuation.
Inflation & monetary policy
- Reach for this first
- Purchasing power over timeEasy — the loss that needs no market move.
- Going deeper
- Fixed vs. indexed paymentsMedium — what escalation is actually worth.
- Inflation-linked bond upliftMedium — principal, coupons and the nominal-equivalent yield.
- Taylor rule policy rateMedium — the benchmark every committee is measured against.
- How many moves are priced inMedium — the arithmetic behind "markets expect".
Protection & behaviour
- Reach for this first
- Deposit protection coverageEasy — brands, licences and what is actually covered.
- Volatility to risk classEasy — the 1–7 indicator, and what it leaves out.
- The cost of missing the best daysEasy — why timing fails arithmetically.
- Going deeper
- How deep a dip must beEasy — the price of waiting to invest.
- Bail-in waterfallMedium — who absorbs a bank loss, in order.
Digital assets
- Reach for this first
- Leverage decay (volatility drag)Easy — the hidden toll of daily leverage.
- Perp funding APR/APYMedium — what an 0.01%/8h really costs.
- Going deeper
- Staking yield after commission and issuanceEasy — how much of it is real.
- Impermanent lossMedium — the LP's cost versus holding.
Two that are not calculators
- Options strategy builderMedium — an extra rather than a starting point: combine up to eight legs and watch the joint payoff, breakevens, Greeks and a scenario table take shape. It is also embedded on the equity derivatives page, next to the products it describes.
- FlashcardsEasy — the glossary as a spaced-repetition deck, for the terms rather than the arithmetic.